Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high frequency framework

Release time:2022-02-15

Journal:Energy

Co-author:Zibo Niu, Muhammad Tahir Suleman, Libo Yin, Hongwei Zhang

First Author:Yuanyuan Liu

Indexed by:Journal paper

Document Type:J

Volume:238

Issue:2022

Page Number:121779

Translation or Not:no